+120.9%
QCOM vs RVMD
+609.5%
-488.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.0% |
| 7D | +5.8% | +6.4% | -0.6% | +4.9% |
| 30D | -2.3% | +5.5% | -7.8% | -3.1% |
| 3M | +2.7% | -2.4% | +5.1% | +2.9% |
| 6M | -21.0% | +41.1% | -62.2% | -25.4% |
| YTD | +1.8% | +151.3% | -149.5% | -14.7% |
| 1Y | +2.4% | +228.1% | -225.6% | -18.1% |
| 3Y | +52.1% | +899.8% | -847.6% | -1.0% |
| 5Y | +14.6% | +514.0% | -499.3% | -26.5% |
| All | +120.9% | +609.5% | -488.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling